Well, the sample program displays that message if you don't provide it with a filename as a command line argument. It's also apparently written with a Unix configure script in mind, so you can just comment out the reference to config.h. Does it give other errors? (I haven't tried compiling it myself.)

Anudhyan,thanks for gave me the source code zip file. Really thanks a lot. I haven't try it, but I hope it can help me a lot. Coz I have just left a bit time to complete my project. I'm so nervous now. Thus, anyone got any idea about my problem, kindly suggest here or send me via email.

chingching, I have a great little sample on loading 3ds models that i wrote myself. It covers the loading as well as the displaying of the mesh. Its very short and to the point. I wanted to e-mail the full source but i don't have your e-mail id.